[Ipopt] can ipopt print out the constraint expression ?
Stefan Vigerske
stefan at math.hu-berlin.de
Tue Sep 24 05:13:13 EDT 2013
Hi,
On 09/24/2013 11:05 AM, iphxer wrote:
> thanks , stefan
>
> now i have another question.
>
> I use lingo and ipopt to solve my nlp problem (lingo is another nlp tool ),but the results of lingo and ipopt are not equal.
>
> object function value
> lingo : 1.1e8,
> ipopt: 0.95e8
>
> my nlp problem is so big, and i can not find which is error .so I want to print out the constraint expression .
Maybe they just find different local minima?
Are you sure your problem is correct?
> can ipopt print out the constraint expression ?
No, Ipopt only knows how to evaluate objective and constraint functions
and derivatives, but not how their algebraic expression looks like (if
there is one). To provide the evaluation routines is part of the Ipopt
interface that you are using, not part of Ipopt itself.
Stefan
> I edit ipopt.opt and set print_options_documentation as yes,and read the option I can confige.
> but I do not find the switch which can help me print out constrains.
>
> such as lingo's output :
>
>
> [_16856] - X_21_2 - X_21_5 - X_21_11 - X_21_73 - X_21_77 - X_21_95 -
> X_21_107 - X_21_112 - X_21_115 - X_21_119 - X_21_122 - X_21_124 -
> X_21_175 - X_21_182 - X_21_183 - X_21_201 - X_21_208 - X_21_214 -
> X_21_222 - X_21_231 + RES_21 = 0 ;
> [_16857] - X_22_1 - X_22_6 - X_22_7 - X_22_12 - X_22_13 - X_22_14 -
> X_22_16 - X_22_18 - X_22_20 - X_22_21 - X_22_24 - X_22_25 - X_22_27 -
> X_22_31 - X_22_33 - X_22_34 - X_22_38 - X_22_39 - X_22_41 - X_22_43 -
> X_22_45 - X_22_46 - X_22_50 - X_22_51 - X_22_54 - X_22_55 - X_22_59 -
> X_22_60 - X_22_63 - X_22_66 - X_22_67 - X_22_69 - X_22_73 - X_22_74 -
> X_22_77 - X_22_78 - X_22_79 - X_22_83 - X_22_87 - X_22_88 - X_22_92 -
> X_22_93 - X_22_96 - X_22_101 - X_22_104 - X_22_105 - X_22_109 - X_22_113
> - X_22_116 - X_22_120 - X_22_121 - X_22_125 - X_22_126 - X_22_128 -
> X_22_130 - X_22_133 - X_22_135 - X_22_136 - X_22_138 - X_22_139 -
> X_22_142 - X_22_143 - X_22_144 - X_22_148 - X_22_153 - X_22_154 -
> X_22_156 - X_22_158 - X_22_161 - X_22_162 - X_22_166 - X_22_167 -
> X_22_171 - X_22_175 - X_22_176 - X_22_177 - X_22_179 - X_22_182 -
> X_22_184 - X_22_189 - X_22_190 - X_22_192 - X_22_197 - X_22_202 -
> X_22_206 - X_22_209 - X_22_211 - X_22_215 - X_22_218 - X_22_219 -
> X_22_223 - X_22_225 - X_22_227 - X_22_228 - X_22_230 + RES_22 = 0 ;
> [_16859] RES_SUM - RES_1 - RES_2 - RES_3 - RES_4 - RES_5 - RES_6 - RES_7
> - RES_8 - RES_9 - RES_10 - RES_11 - RES_12 - RES_13 - RES_14 - RES_15 -
> RES_16 - RES_17 - RES_18 - RES_19 - RES_20 - RES_21 - RES_22 = 0 ;
> [_5362] X_1_1 + X_3_1 + X_4_1 + X_5_1 + X_6_1 + X_7_1 + X_8_1 + X_9_1 +
> X_10_1 + X_11_1 + X_12_1 + X_13_1 + X_14_1 + X_15_1 + X_16_1 + X_20_1 +
> X_22_1 <= 21195 ;
>
>
> 在 2013-9-23，下午10:45，Stefan Vigerske <stefan at math.hu-berlin.de> 写道：
>
>> Hi,
>>
>> z_U are the dual multipliers for the variable upper bounds, not variable values itself. You probably can ignore them.
>>
>> The solution seems to be given after the EXIT line:
>>
>> Solution of the primal variables, x
>> x[0] = 215.824
>> x[1] = 1114.39
>>
>>
>> Stefan
>>
>> On 09/23/2013 02:49 PM, iphxer wrote:
>>> dear all:
>>> please help me ...
>>>
>>> I am new for ipopt, and i am not understand the Mathematical Theory of nlp.
>>> now,I have to use ipopt to solve a practical problem .
>>> but i find the var z_U is too large for my result, and i doubt whether it is correct .
>>>
>>> z_U[3474] = 1.2888e-14
>>> z_U[3475] = 8.25948e-15
>>> z_U[3476] = 7.55577e-17
>>> z_U[3477] = 1.63332e-14
>>> z_U[3478] = 5.95928e-15
>>> z_U[3479] = 5.00774e-14
>>> z_U[3480] = 6.23147e-14
>>> z_U[3481] = 3.7331e-16
>>> z_U[3482] = 1.32901e-13
>>> z_U[3483] = 1.17351e-14
>>> z_U[3484] = 3.29264e-15
>>> z_U[3485] = 8.17356e-15
>>> z_U[3486] = 1.03979e-15
>>> z_U[3487] = 1.3004
>>> z_U[3488] = 1.3004
>>> z_U[3489] = 1.3004
>>> z_U[3490] = 1.3004
>>> z_U[3491] = 1.3004
>>> z_U[3492] = 1.3004
>>> z_U[3493] = 1.3004
>>> z_U[3494] = 1.3004
>>> z_U[3495] = 1.09812e-14
>>>
>>> iterator info.
>>>
>>> Number of nonzeros in Lagrangian Hessian.............: 4026
>>>
>>> Total number of variables............................: 4026
>>> variables with only lower bounds: 0
>>> variables with lower and upper bounds: 4026
>>> variables with only upper bounds: 0
>>> Total number of equality constraints.................: 22
>>> Total number of inequality constraints...............: 232
>>> inequality constraints with only lower bounds: 0
>>> inequality constraints with lower and upper bounds: 232
>>> inequality constraints with only upper bounds: 0
>>>
>>> iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls
>>> 0 2.1888251e+07 4.98e+06 4.33e+00 0.0 0.00e+00 - 0.00e+00 0.00e+00 0
>>> 1 2.1083709e+07 4.82e+06 2.41e+01 4.6 3.60e+07 - 1.27e-03 3.22e-02f 1
>>> 2 2.0500231e+07 4.63e+06 2.32e+01 4.1 3.40e+07 - 2.61e-02 3.82e-02f 1
>>> 3 1.8415377e+07 4.16e+06 2.08e+01 4.1 3.16e+07 - 2.08e-02 1.02e-01f 1
>>> 4 1.7745569e+07 3.99e+06 1.93e+02 4.9 2.58e+07 - 1.00e+00 4.04e-02f 1
>>> 5 1.5606627e+07 3.15e+06 2.32e+02 -1.1 2.38e+07 - 7.12e-02 2.10e-01f 1
>>> 6 1.3618871e+07 2.18e+06 2.12e+02 4.3 1.40e+07 - 8.97e-02 3.08e-01f 1
>>> 7 1.4486968e+07 2.02e+06 5.98e+02 6.2 7.42e+06 - 2.23e-01 7.64e-02f 1
>>> 8 1.4537437e+07 1.02e+06 4.89e+02 5.0 3.56e+06 - 2.24e-01 4.96e-01f 1
>>> 9 1.5084801e+07 5.69e+05 2.78e+02 4.7 4.14e+06 - 4.31e-01 4.40e-01f 1
>>> iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls
>>> 10 1.5871058e+07 2.31e+05 1.08e+02 4.3 4.84e+06 - 6.08e-01 5.94e-01h 1
>>> 11 1.5502517e+07 3.79e+04 1.05e+01 4.4 3.87e+06 - 8.98e-01 8.36e-01h 1
>>> 12 1.3386722e+07 4.19e-09 3.62e-01 4.0 1.72e+06 - 9.94e-01 1.00e+00f 1
>>> 13 1.1503001e+07 9.31e-10 8.51e-02 3.6 2.14e+05 - 9.95e-01 1.00e+00f 1
>>> 14 1.0527259e+07 1.86e-09 2.15e-03 3.3 4.72e+04 - 1.00e+00 1.00e+00f 1
>>> 15 1.0055318e+07 4.66e-09 1.08e-02 3.0 2.87e+04 - 9.95e-01 1.00e+00f 1
>>> 16 9.8158750e+06 3.73e-09 2.22e-15 2.7 1.76e+04 - 1.00e+00 1.00e+00f 1
>>> 17 9.7005333e+06 6.52e-09 1.55e-03 2.5 1.05e+04 - 9.99e-01 1.00e+00f 1
>>> 18 9.6237545e+06 6.52e-09 7.17e-02 2.0 9.34e+03 - 9.51e-01 1.00e+00f 1
>>> 19 9.5920616e+06 4.66e-09 2.38e-01 1.2 5.58e+03 - 8.20e-01 1.00e+00f 1
>>> iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls
>>> 20 9.5863056e+06 9.31e-10 4.43e-03 0.7 1.53e+03 - 9.95e-01 1.00e+00f 1
>>> 21 9.5845767e+06 2.79e-09 5.33e-02 -5.2 6.89e+02 - 8.13e-01 9.84e-01f 1
>>> 22 9.5845125e+06 3.73e-09 6.21e-04 -0.8 1.32e+02 - 9.93e-01 1.00e+00f 1
>>> 23 9.5844699e+06 3.73e-09 1.62e-03 -6.7 5.12e+01 - 9.40e-01 9.88e-01f 1
>>> 24 9.5844691e+06 2.33e-09 6.86e-04 -3.8 1.07e+01 - 9.53e-01 1.00e+00f 1
>>> 25 9.5844691e+06 4.66e-09 5.26e-05 -4.5 1.98e+00 - 9.89e-01 1.00e+00f 1
>>> 26 9.5844691e+06 7.45e-09 3.16e-06 -6.5 1.53e-01 - 9.94e-01 1.00e+00f 1
>>> In iteration 26, 11 Slacks too small, adjusting variable bounds
>>> 27 9.5844691e+06 6.05e-09 6.32e-10 -11.0 2.43e-03 - 1.00e+00 1.00e+00h 1
>>>
>>> Number of Iterations....: 27
>>>
>>> (scaled) (unscaled)
>>> Objective...............: 9.5844690615889486e+06 9.5844690615889486e+06
>>> Dual infeasibility......: 6.3165569158340598e-10 6.3165569158340598e-10
>>> Constraint violation....: 6.0535967350006104e-09 6.0535967350006104e-09
>>> Complementarity.........: 4.0663367799099379e-08 4.0663367799099379e-08
>>> Overall NLP error.......: 4.0663367799099379e-08 4.0663367799099379e-08
>>>
>>>
>>> Number of objective function evaluations = 28
>>> Number of objective gradient evaluations = 28
>>> Number of equality constraint evaluations = 28
>>> Number of inequality constraint evaluations = 28
>>> Number of equality constraint Jacobian evaluations = 28
>>> Number of inequality constraint Jacobian evaluations = 28
>>> Number of Lagrangian Hessian evaluations = 27
>>> Total CPU secs in IPOPT (w/o function evaluations) = 0.659
>>> Total CPU secs in NLP function evaluations = 0.240
>>>
>>> EXIT: Optimal Solution Found.
>>>
>>>
>>> Solution of the primal variables, x
>>> x[0] = 215.824
>>> x[1] = 1114.39
>>>
>>>
>>>
>>> _______________________________________________
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>>> Ipopt at list.coin-or.org
>>> http://list.coin-or.org/mailman/listinfo/ipopt
>>>
>>
>
>
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